That takes Javascript. There are lots of free libraries that will provide scripts but you need to be comfortable with the language to tailor the script to your requirement. You also have to be careful to make give each image the same dimensions.

The page linked has a slide show script which I edited from a free script. Once it worked I left it alone so I think there is some redundant code there as well.

You might want to try this link to DynamicDrive.com. Click on "Image Slideshows" or "Image Galleries and Viewers" for a variety of effects using Javascript. If you choose one, try to make sure it's compatible with all/most browsers. Something more elaborate than what's available there, would require something like flash.

I see your using the Website Wizard for creating your site. While Javascript is usable in the Wizard's main content areas, it does present it's own set of problems. Sometimes it takes reworking the Javascript a little bit to work properly in the Wizard.